com.github.vonrosen.quantlib

Class BinomialDoubleBarrierEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BinomialDoubleBarrierEngine

public class BinomialDoubleBarrierEngine
extends PricingEngine

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.PricingEngine

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BinomialDoubleBarrierEngine(GeneralizedBlackScholesProcess process, String type, long steps)
protected	BinomialDoubleBarrierEngine(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BinomialDoubleBarrierEngine obj)

Methods inherited from class com.github.vonrosen.quantlib.PricingEngine

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BinomialDoubleBarrierEngine

protected BinomialDoubleBarrierEngine(long cPtr,
                                      boolean cMemoryOwn)

BinomialDoubleBarrierEngine

public BinomialDoubleBarrierEngine(GeneralizedBlackScholesProcess process,
                                   String type,
                                   long steps)

Method Detail

getCPtr

protected static long getCPtr(BinomialDoubleBarrierEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine